+6.8%
CVS vs WMB
+180.7%
-173.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | -7.1% | -13.8% | +6.7% | -3.8% |
| 30D | -4.0% | -10.3% | +6.3% | -1.6% |
| 3M | -12.2% | -10.1% | -2.2% | -10.2% |
| 6M | -2.2% | -11.8% | +9.7% | +0.4% |
| YTD | +8.9% | +8.9% | 0.0% | +5.8% |
| 1Y | +9.9% | +14.0% | -4.1% | +5.4% |
| 3Y | +32.1% | +100.5% | -68.4% | +3.4% |
| All | +6.8% | +180.7% | -173.8% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling